1 files changed, 78 insertions, 0 deletions
diff --git a/extern/ceres/include/ceres/normal_prior.h b/extern/ceres/include/ceres/normal_prior.h
new file mode 100644
index 00000000000..cd98b4c846b
--- /dev/null
+++ b/extern/ceres/include/ceres/normal_prior.h
@@ -0,0 +1,78 @@
+// Ceres Solver - A fast non-linear least squares minimizer
+// Copyright 2015 Google Inc. All rights reserved.
+// http://ceres-solver.org/
+//
+// Redistribution and use in source and binary forms, with or without
+// modification, are permitted provided that the following conditions are met:
+//
+// * Redistributions of source code must retain the above copyright notice,
+//   this list of conditions and the following disclaimer.
+// * Redistributions in binary form must reproduce the above copyright notice,
+//   this list of conditions and the following disclaimer in the documentation
+//   and/or other materials provided with the distribution.
+// * Neither the name of Google Inc. nor the names of its contributors may be
+//   used to endorse or promote products derived from this software without
+//   specific prior written permission.
+//
+// THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS"
+// AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE
+// IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE
+// ARE DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT OWNER OR CONTRIBUTORS BE
+// LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR
+// CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF
+// SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR PROFITS; OR BUSINESS
+// INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF LIABILITY, WHETHER IN
+// CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE)
+// ARISING IN ANY WAY OUT OF THE USE OF THIS SOFTWARE, EVEN IF ADVISED OF THE
+// POSSIBILITY OF SUCH DAMAGE.
+//
+// Author: sameeragarwal@google.com (Sameer Agarwal)
+//
+// Cost term that implements a prior on a parameter block using a
+// normal distribution.
+
+#ifndef CERES_PUBLIC_NORMAL_PRIOR_H_
+#define CERES_PUBLIC_NORMAL_PRIOR_H_
+
+#include "ceres/cost_function.h"
+#include "ceres/internal/eigen.h"
+#include "ceres/internal/disable_warnings.h"
+
+namespace ceres {
+
+// Implements a cost function of the form
+//
+//   cost(x) = ||A(x - b)||^2
+//
+// where, the matrix A and the vector b are fixed and x is the
+// variable. In case the user is interested in implementing a cost
+// function of the form
+//
+//   cost(x) = (x - mu)^T S^{-1} (x - mu)
+//
+// where, mu is a vector and S is a covariance matrix, then, A =
+// S^{-1/2}, i.e the matrix A is the square root of the inverse of the
+// covariance, also known as the stiffness matrix. There are however
+// no restrictions on the shape of A. It is free to be rectangular,
+// which would be the case if the covariance matrix S is rank
+// deficient.
+
+class CERES_EXPORT NormalPrior: public CostFunction {
+ public:
+  // Check that the number of rows in the vector b are the same as the
+  // number of columns in the matrix A, crash otherwise.
+  NormalPrior(const Matrix& A, const Vector& b);
+
+  virtual bool Evaluate(double const* const* parameters,
+                        double* residuals,
+                        double** jacobians) const;
+ private:
+  Matrix A_;
+  Vector b_;
+};
+
+}  // namespace ceres
+
+#include "ceres/internal/reenable_warnings.h"
+
+#endif  // CERES_PUBLIC_NORMAL_PRIOR_H_